+189.9%
PFG vs EXEL
+354.7%
-164.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.2% | -2.8% | +0.6% | -1.7% |
| 30D | +6.4% | +18.2% | -11.8% | +3.2% |
| 3M | +2.2% | +37.7% | -35.5% | -3.6% |
| 6M | +16.3% | +42.2% | -26.0% | +8.6% |
| YTD | +33.2% | +61.3% | -28.1% | +21.1% |
| 1Y | +40.6% | +64.5% | -23.9% | +27.2% |
| 3Y | +83.3% | +236.7% | -153.3% | +41.0% |
| 5Y | +97.7% | +296.3% | -198.6% | +44.7% |
| 10Y | +189.9% | +331.1% | -141.2% | +103.9% |
| All | +189.9% | +354.7% | -164.8% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling